IASG CTA Index For December 2020

Monthly Rankings

Rank CTA/Program Dec 2020 Min Inv Inception
212 Pan Capital Management
Pan Capital Energy Strategy (Nat Gas)
-9.62 20,000k 7/1/2011
211 GT CAPITAL CTA
GT Systematic Day Trading Program
-6.89 60k 8/1/2017
210 Brisslen Capital Management, LLC
Brisslen Energy Strategy - Client
-6.27 250k 12/1/2017
209 Future Trade AG
Thales Swing Trading Programme
-6.11 250k 6/1/2007
208 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-4.91 60k 9/1/2016
207 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
-4.51 550k 11/1/2016
206 QDRA Pty Ltd
QDRA Dynamic Macro
-4.39 5,000k 11/1/2007
205 Rcube Asset Management
Walnut Singularity
-4.32 500k 7/1/2017
204 Pearl Capital Advisors, LLC
Hedged VIX Program
-4.30 500k 10/1/2015
203 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-4.14 100k 12/1/2014
202 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-3.97 20,000k 5/1/2013
201 Quantitative Investment Management
Global Fund (3x)
-3.93 1,000k 6/1/2005
200 Emil van Essen
Spread Trading Program Limited
-3.88 5,000k 7/1/2013
199 Eamon Capital
Zephyr Program
-3.15 300k 1/1/2016
198 Covenant Capital Management
Tactical Growth Program
-3.10 100k 1/1/2017
197 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-3.03 1,500k 12/1/2014
196 AG Capital Management Partners, LP
Discretionary Global Macro Program
-2.48 5,000k 10/1/2014
195 ProfitScore Capital Management
Long/Short US Treasury
-2.42 10,000k 10/1/2015
194 HASAFUMA
Heavy Metal
-2.27 20k 9/1/2014
193 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-2.20 1,500k 5/1/2017
192 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-2.20 250k 5/1/2013
191 Covenant Capital Management
Total Volatility Program (P&C)
-2.08 200k 1/1/2018
190 Wharton Capital Management
Wharton AG Futures Program
-1.88 100k 9/1/2011
189 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-1.87 40k 1/1/2016
188 Leibniz Group
GRAB+
-1.84 100k 4/1/2016
187 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-1.81 5,000k 9/1/2013
186 R Best LLC
R Best Private Client Program
-1.75 50k 2/1/2010
185 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
-1.50 1,000k 9/1/1995
184 Geosol Capital LLC
Geosol Trading Program
-1.40 10,000k 6/1/2012
183 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-1.39 100k 1/1/2014
182 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-1.37 100k 2/1/2017
181 Typhon Capital Management, LLC
Plutus Grain Strategy
-1.36 250k 4/1/2008
180 Quantitative Investment Management
Global Fund (1x)
-1.31 1,000k 5/1/2006
179 QTS Capital Management, LLC
Tail Reaper
-1.26 500k 8/1/2012
178 Amapa Capital Advisors LLC
Energy Program
-1.19 1,000k 2/1/2015
177 RCMA Capital LLP
Merchant Commodity Fund
-1.10 1,000k 6/1/2004
176 H2O AM LLP
Force 10 (USD)
-0.76 1,000k 3/1/2011
175 Blake Capital Management, Inc.
SRD Currencies
-0.49 100k 3/1/2013
174 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.47 2,000k 10/1/2014
173 Tendance Finance
Tendance Finance Fund
-0.46 100k 5/1/2012
172 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-0.41 1,500k 10/1/2016
171 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.36 250k 10/1/2009
170 H2O AM LLP
Arctic Blue Inuvik
-0.35 1,000k 5/1/2017
169 Vivienne Investissement
MACH 3
-0.35 100k 6/1/2015
168 Vivienne Investissement
OUESSANT UCITS FUND (A)
-0.32 100k 5/1/2012
167 Carbide Capital Inc.
Carbide Hedge Progam
-0.28 500k 9/1/2016
166 Typhon Capital Management, LLC
Leonidas Energy Program
-0.28 100k 4/1/2017
165 Sector Arc Advisors
Global Lean Hog Ag
-0.25 250k 10/1/2015
164 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.24 250k 7/1/2015
163 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-0.21 250k 2/1/2016
162 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.17 500k 9/1/2015
161 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
160 NickJen Capital Management & Consultants LLC
NRD-1
-0.11 1,000k 4/1/2008
159 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.09 10,000k 8/1/2007
158 HASAFUMA
La Cucaracha
-0.05 50k 9/1/2013
157 DeltaHedge
DH Styx
-0.04 1,000k 9/1/2017
156 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.03 250k 10/1/2011
155 Schindler Capital Management, LLC
Dairy Advantage Program
-0.02 400k 8/1/2005
151 Tlaloc Capital LLC
Grains Program
0.00 1,000k 4/1/2010
148 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.00 2,000k 11/1/2011
152 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
150 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.00 500k 6/1/2007
145 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
149 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.00 50k 9/1/2009
153 Gregory P Asset Management LLC
Alternative Multi Strategy
0.00 500k 11/1/2012
141 Candriam Investors Group
Alternative Return Systemat
0.00 125k 1/1/2007
140 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.00 1k 10/1/2006
142 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
0.00 1k 6/1/2009
147 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.00 100k 4/1/2014
154 PAK Capital, LLC
PAK Capital Currency Program
0.00 200k 5/1/2017
143 Rcube Asset Management
Rcube Genio Capital Systematic Macro
0.00 1,000k 3/1/2017
146 T24 Capital
T24 Capital I
0.00 100k 12/1/2014
144 T24 Capital
T24 Capital II
0.00 5,000k 8/1/2015
139 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.02 100k 10/1/2011
138 HPX Financial LLC
HPX Old School Program
0.02 200k 6/1/2006
137 Leibniz Group
SWARM
0.09 100k 9/1/2015
136 MarketCipher Partners LLC
MarketCipher Partners LLC
0.10 1,000k 1/1/2018
135 Quantumrock
Quantumrock VSOP
0.20 1,000k 7/1/2016
134 Shepherd Energy AB
Shepherd Energy Portfolio
0.22 1,000k 1/1/2013
133 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.24 500k 8/1/2012
132 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.26 2,000k 7/1/2016
131 Typhon Capital Management, LLC
Zephyrus Livestock Strategy
0.28 500k 1/1/2017
130 Certeza Asset Management
Macro Vega
0.28 1,000k 1/1/2012
129 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.32 5,000k 9/1/2009
128 Leibniz Group
EVEREST
0.32 100k 3/1/2016
127 QTS Capital Management, LLC
QTS Partners, L.P.
0.33 100k 1/1/2011
126 514 Capital Partners
514 Fund
0.34 100k 11/1/2013
125 Jaguar Investments Ltd
Aegir Capital Strategy
0.34 1,000k 1/1/2012
124 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.35 5,000k 9/1/2009
123 Evergreen Commodity Advisors, LLC
Discretionary
0.39 100k 1/1/2015
122 361 Capital LLC
361 Managed Futures Strategy Fund
0.39 3k 1/1/2012
121 County Cork LLC
RLA I
0.41 500k 1/1/2009
120 Warrington Asset Management
Tactical Program Client
0.46 500k 2/1/2015
119 GZC Investment Management AG
GZC Strategic Commodities Fund (SCF)
0.46 100k 1/1/2014
118 Crediton Hill LLC
Crediton Hill Managed Account Program
0.50 250k 8/1/2013
117 Crabel Capital Management
WPD Crabel Futures Program
0.55 1,000k 7/1/2008
116 Breakout Funds
Breakout Funds Propeller Program
0.55 5,000k 2/1/2018
115 Tom Capital AG
Tom Capital Growth Fund
0.60 5,000k 12/1/2015
114 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
0.62 100k 2/1/2010
113 HASAFUMA
Gourishankar
0.64 200k 9/1/2013
112 HASAFUMA
Micro Macro
0.69 20k 6/1/2013
111 Warrington Asset Management
Warrington Strategic Program
0.71 50k 1/1/1997
110 Greenwave Capital Management
Greenwave Flagship Plus
0.71 1,000k 6/1/2008
109 FORT LP
Fort Global Diversified
0.75 2,000k 3/1/2002
108 DCM Systematic
Diversified Alpha
0.79 7,000k 2/1/2016
107 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.81 5,000k 6/1/2010
106 Tarpon Trading
Altair FX Alpha Macro
0.82 5,000k 1/1/2016
105 Orion Asset Management
Algorithmic Trading Program
0.87 10k 1/1/2013
104 361 Capital LLC
361 Global Managed Futures Strategy Fund
0.88 2,000k 3/1/2014
103 Prolific Capital Markets, LLC
Prolific Swiss System
0.89 10,000k 1/1/2014
102 Bensboro Advisors, LLC
Seasonal Spread Trading Program
1.02 500k 1/1/2015
101 Orgone Commodity Management LLC
Orgone AG 1
1.05 250k 9/1/2011
100 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
1.08 2,000k 7/1/2016
99 Greenwave Capital Management
Greenwave Flagship Plus 2x
1.08 1,500k 4/1/2016
98 Turk Capital LLC
US Market Hedge Strategy
1.09 100k 11/1/2015
97 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.15 10,000k 3/1/2002
96 Superfund Group
Superfund Red USD SICAV
1.15 10k 3/1/2013
95 Crabel Capital Management
Crabel Multi-Product
1.18 1,000k 3/1/1998
94 Global Sigma Group, LLC
GSF - Mult-Strategy
1.20 1,000k 11/1/2015
93 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.23 10,000k 3/1/2007
92 Automaton Trading LLC
Diversified
1.25 500k 7/1/2014
91 Aquantum
ACS Energies
1.29 5,000k 1/1/2017
90 Soaring Pelican, LLC
Diversified S&P Program
1.33 100k 1/1/2011
89 Candriam Investors Group
Candriam Diversified Futures I (Part C)
1.39 250k 12/1/2009
88 Buckingham Global Advisors, LLC
Weekly Emini Program
1.42 200k 3/1/2015
87 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
1.43 10,000k 2/1/2006
86 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.48 1,000k 5/1/2014
85 Carbide Capital Inc.
Carbide Absolute Return Program
1.48 200k 9/1/2014
84 O'Brien Investment Group
Quantitative Global Macro Futures Program
1.59 3,000k 7/1/2017
83 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
1.66 400k 2/1/2016
82 W.G. Wealth Guardian Ltd.
QT Program (QTP)
1.71 300k 6/1/2017
81 Aquantum
Aquantum Commodity Spread Program (ACS)
1.74 5,000k 7/1/2013
80 M&R Capital, LLC
Livestock Trading Program
1.78 100k 1/1/2015
79 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.83 10,000k 8/1/2009
78 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
1.86 500k 10/1/2014
77 Superfund Group
Superfund Red EUR SICAV
1.86 10k 3/1/2013
76 Tianyou Asset Management, LLC
Tianyou Trading Strategy
1.91 100k 10/1/2012
75 FORT LP
Fort Global Contrarian
1.96 2,000k 10/1/2002
74 Certeza Asset Management
Macro Vega Fund
2.05 100k 11/1/2017
73 Turk Capital LLC
US Equity Long/Short Strategy
2.08 100k 4/1/2014
72 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.17 10,000k 3/1/2003
71 HASAFUMA
FX Momentum
2.30 20k 7/1/2012
70 Emil van Essen
Global Tactical Allocation Program (GTAP)
2.40 2,000k 4/1/2017
69 Estlander & Partners
Freedom
2.45 20,000k 8/1/2010
68 RTM Capital Advisors
RTM Core Indices Plus Strategy
2.60 100k 9/1/2017
67 Buttonwood LLC
Energy Diversified 1
2.62 100k 7/1/2014
66 White River Group
Dynamic S&P Options Strategy
2.68 50k 11/1/2014
65 Leibniz Group
Systematic Intelligence Vol 10
2.88 3,000k 8/1/2011
64 Candriam Investors Group
Absolute Return Equity Market Neutral C
3.14 250k 5/1/2016
63 SMN Investment Services GmbH
Structural Alpha Trend
3.19 5,000k 6/1/2016
62 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
3.29 10,000k 2/1/2008
61 AP Futures, LLC
Volatility Trading Program
3.45 100k 2/1/2017
60 HASAFUMA
Hedgehog
3.46 50k 5/1/2012
59 Red Rock Capital, LLC
Commodity Long-Short
3.49 500k 9/1/2013
58 R Best LLC
World Select Program
3.52 2,000k 4/1/2016
57 dormouse Limited
dormouse Fund A Shares
3.61 1,000k 1/1/2017
56 dormouse Limited
dormouse Fund B Shares
3.61 10,000k 8/1/2016
55 Pawberry LLC
MultiStrat Program
3.61 600k 6/1/2017
54 dormouse Limited
dormouse - Managed Account
3.75 20,000k 7/1/2011
53 EMC Capital Advisors, LLC
EMC Alpha Program
3.78 5,000k 6/1/2013
52 Superfund Group
Superfund Green EUR SICAV
3.87 5k 1/1/2017
51 DUNN Capital Management
DUNN WMA Institutional Program
3.92 100k 10/1/2011
50 Superfund Group
Superfund Green USD SICAV
3.95 5k 1/1/2017
49 Welton Investment Partners
Welton Trend
3.98 25,000k 10/1/2012
48 Schot Capital
Multi Diversified Program
4.19 1,000k 1/1/2016
47 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
4.19 2,000k 2/1/2018
46 County Cork LLC
County Cork Macro Equity Hedge
4.31 1,000k 2/1/2016
45 J8 Capital Management LLP
J8 Global Absolute Return Strategy
4.32 3,000k 1/1/2015
44 Demeter Capital Management
Livestock & Grain Trading Program
4.42 50k 3/1/2010
43 Davis Commodities, LLC
Davis Trading Program
4.46 250k 1/1/2016
42 Volt Capital Management AB
Diversified Alpha Program
4.61 5,000k 3/1/2017
41 John Locke Investments
Cyril Systematic UCITS Fund
4.69 500k 7/1/2000
40 Eagle Trading Systems Inc.
Eagle Customized Trend
4.81 10,000k 4/1/2017
39 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
4.87 10,000k 3/1/1998
38 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
4.87 1,000k 10/1/2016
37 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
4.91 5,000k 11/1/2012
36 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
4.97 10,000k 4/1/2004
35 Gamma Q
Breckhurst Commodity Fund
5.12 1,000k 10/1/2006
34 Vortex
Currency Program
5.19 500k 1/1/2014
33 ISAM
ISAM Systematic Trend (Levitas)
5.27 1,000k 5/1/2010
32 Quantica Capital AG
1X Quantica Managed Futures Fund
5.50 100k 1/1/2014
31 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
5.72 100k 3/1/2017
30 Linnis
Linnis ONE, LP
6.78 100k 8/1/2014
29 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
6.82 500k 8/1/2007
28 EMC Capital Advisors, LLC
EMC Alpha Plus Program
7.01 3,000k 5/1/2014
27 Typhon Capital Management, LLC
Leonidas Macro Fund
7.10 100k 4/1/2017
26 Sandpiper Asset Management
Sandpiper Global Macro Program
7.35 1,000k 8/1/2012
25 Persistent Capital Management
Global Diversified Program
7.48 500k 1/1/2003
24 Aspect Capital
Aspect Diversified Fund - Class A (USD)
7.68 100k 12/1/1998
23 Seven Capital Management
Seven Absolute Return
7.78 100k 6/1/2009
22 Bocken Trading LLC
Discretionary Trading Program
8.40 100k 7/1/2011
21 FTC Capital GmbH
FTC Futures Fund Classic (USD)
9.18 250k 10/1/2010
20 Metolius Capital LLC
Metolius Enhanced Fund
9.49 40k 6/1/2015
19 Emil van Essen
Long-Short Commodity Program - Accelerated
9.74 200k 5/1/2014
18 Chesapeake Capital
Diversified Plus (HV)
10.03 100k 4/1/1994
17 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
10.10 250k 11/1/1996
16 Silicon Valley Quantitative Advisors
UQP Large
10.37 500k 1/1/2009
15 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
10.41 10,000k 3/1/2003
14 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
10.45 2,500k 4/1/2017
13 Superfund Group
Superfund Green GOLD SICAV
10.60 20k 1/1/2017
12 Quantica Capital AG
2X Quantica Managed Futures Fund
12.40 100k 1/1/2014
11 Robust Methods LLC
Macro Managed Account
12.63 5,000k 1/1/2005
10 Melissinos Trading
Eupatrid Global Trends
13.54 50k 1/1/2011
9 Dreiss Research Corporation
Diversified Program
13.68 1,000k 5/1/1991
8 Worldwide Capital Strategies
Profit Quest Macro World
14.12 100k 1/1/2010
7 Anderson Creek Trading
Standard Diversified Strategy
15.51 250k 7/1/2014
6 Ditsch Trading, LLC
Agricultural Trading Program
17.12 100k 1/1/2011
5 Superfund Group
Superfund Green SILVER SICAV
21.45 20k 1/1/2017
4 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
24.29 50k 7/1/2011
3 Tomas Capital Pty Ltd
GCAF | USD
24.83 1,500k 7/1/2011
2 Glenhaven Capital LLC
Glenhaven Global II LP
27.34 25k 4/1/2012
1 Purple Valley Capital, Inc.
Diversified Trend 1
51.50 100k 8/1/2008

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.

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